Summary
JQUA
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 20.24% Volatility 16.68% Sharpe 0.36
Official loaded data — not a live quote.

JPMORGAN U.S. QUALITY FACTOR ETF

Symbol: JQUA

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 08/11/2017

Latest date: 20/07/2026

Current price: $71.60

Expense ratio: 0.12%

Assets under management
$8.2B
-0.40% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.32%

Ann. -36.55% (Sharpe / Sortino numerator)

Volatility

15.02%

Sharpe ratio

-2.676

VaR 95%

-1.43%

CVaR 95%: -1.49%
Max drawdown: -6.48%
Sortino ratio: -5.165
Calmar ratio: -5.64

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.20%

Ann. -8.11% (Sharpe / Sortino numerator)

Volatility

13.01%

Sharpe ratio

-0.902

VaR 95%

-1.40%

CVaR 95%: -1.48%
Max drawdown: -7.39%
Sortino ratio: -1.424
Calmar ratio: -1.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.79%

Ann. -3.47% (Sharpe / Sortino numerator)

Volatility

12.22%

Sharpe ratio

-0.582

VaR 95%

-1.36%

CVaR 95%: -1.58%
Max drawdown: -7.39%
Sortino ratio: -0.888
Calmar ratio: -0.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.24%

Ann. 9.56% (Sharpe / Sortino numerator)

Volatility

16.68%

Sharpe ratio

0.356

VaR 95%

-1.42%

CVaR 95%: -2.35%
Max drawdown: -7.83%
Sortino ratio: 0.467
Calmar ratio: 1.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.05%

Ann. 9.99% (Sharpe / Sortino numerator)

Volatility

14.66%

Sharpe ratio

0.434

VaR 95%

-1.40%

CVaR 95%: -2.06%
Max drawdown: -16.81%
Sortino ratio: 0.576
Calmar ratio: 0.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

64.56%

Ann. 15.88% (Sharpe / Sortino numerator)

Volatility

13.57%

Sharpe ratio

0.903

VaR 95%

-1.28%

CVaR 95%: -1.86%
Max drawdown: -16.81%
Sortino ratio: 1.244
Calmar ratio: 0.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

2.354%

31/03/2026
Worst day

-2.822%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $71.89 $72.11 $71.56 $71.60 437,700
17/07/2026 $71.43 $72.05 $71.43 $71.64 446,400
16/07/2026 $71.74 $72.18 $71.74 $72.11 614,300
15/07/2026 $72.54 $72.54 $71.69 $72.00 353,800
14/07/2026 $72.34 $72.55 $72.18 $72.33 422,700
13/07/2026 $72.23 $72.43 $71.97 $72.15 339,100
10/07/2026 $72.40 $72.55 $71.95 $72.48 468,100
09/07/2026 $71.90 $72.50 $71.90 $72.38 303,500
08/07/2026 $71.53 $71.67 $71.12 $71.60 391,900
07/07/2026 $72.07 $72.26 $71.77 $71.95 372,100